EFTA01491188.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/10 tol iPM INFLOWS & OUTFLOWS Setuement Quantity Per Unit Date Type Description Cog Amount Amount Option Assignment 1RECEIVER SWAPTION CALL 1.000 4.25 10,000,000 INTEREST RATE SWAP 545.000.00 STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 WRITTEN OTC CALL ASSIGNED TRADE DATE 08/13/10 8/19 Free Delivery INTEREST RATE SWAP (1.000) 10,000,000 USD NOTIONAL 07282040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723 4.35% PAY FIXED. S 30/360 SWAP UNWIND - REF 0 5168723 TRADE DATE 08/16/10 AS OF 08/18/10 8/19 Free Delivery INTEREST RATE SWAP (1.000) 10,000,000 USD NOTIONAL 08/17/2040 REC: FLOATING RATE USD 3M LIBOR DEAL 5170412 4.25% PAY FIXED, SA 30/360 SWAP UNWIND - REF 0 5170412 TRADE DATE 08/16/10 AS OF 08/18/10 8/19 Misc. Disbursement INTEREST RATE SWAP (2.085.614.58) 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168723 4.35% PAY FIXED, S 30/360 SWAP UNWIND - REF 0 5168723 - UNWIND PRINCIPAL AS OF 08/18/10 Page 21 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00013366 Chase CONFIDENTIAL SDNY_GM_00282564 EFTA01491188